Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49655.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43617.69 Kr¶

PnL: ---------------------------------------> -1257.89 Kr¶

DD now: ---------------------------------> -6.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 11:06:09.190547'

Anic Portfolio¶

Today¶

Return: 0.157 %¶

This Week¶

Return: -2.16 %¶

Total portfolio value¶

Return including deposits: 62.558 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.870000 1512.920000 89.920000 6.320000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Hennes & Mauritz B 6 -1.040000 915.480000 3.480000 0.380000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
JM 7 0.520000 945.000000 -5.000000 -0.530000 950.000002
ASSA ABLOY B 4 -0.400000 984.800000 -8.200000 -0.830000 993.000000
Atrium Ljungberg B 5 -0.060000 893.500000 -10.500000 -1.160000 904.000000
Biotage 1 -2.750000 138.100000 -10.900000 -7.320000 149.000000
OX2 12 -1.060000 897.000000 -12.000000 -1.320000 909.000000
AcadeMedia 20 -0.780000 962.400000 -15.600000 -1.600000 978.000000
BioGaia B 8 0.910000 888.000000 -16.000000 -1.770000 904.000000
Bufab 3 -0.060000 1059.000000 -17.000000 -1.580000 1076.000001
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Vitec Software Group B 2 -1.720000 1086.000000 -18.000000 -1.630000 1104.000000
Latour B 4 -1.560000 834.800000 -21.200000 -2.480000 856.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Investor B 3 -0.330000 635.550000 -22.450000 -3.410000 657.999999
SKF B 5 0.900000 957.000000 -23.000000 -2.350000 980.000000
Vitrolife 3 -0.730000 652.200000 -24.800000 -3.660000 677.000001
Sandvik 4 0.440000 822.000000 -26.000000 -3.070000 848.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
INVISIO 15 -0.420000 3540.000000 -32.000000 -0.900000 3571.999995
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Byggmax Group 33 -0.280000 933.240000 -33.760000 -3.490000 966.999990
Sagax B 4 -1.980000 850.800000 -34.200000 -3.860000 885.000000
Alimak Group 12 -0.250000 969.600000 -37.400000 -3.710000 1007.000004
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
Hexatronic Group 15 -1.410000 1029.900000 -41.100000 -3.840000 1071.000000
EQT 4 -2.830000 825.200000 -47.800000 -5.480000 873.000000
HEXPOL B 8 -3.480000 908.800000 -48.200000 -5.040000 957.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
Catena 2 -0.950000 749.200000 -56.800000 -7.050000 806.000000
Orrön Energy 170 -3.230000 1988.150000 -57.850000 -2.830000 2045.999980
Hexagon B 26 -0.960000 3351.400000 -68.600000 -2.010000 3420.000012
VEF 788 -0.170000 1809.250000 -93.750000 -4.930000 1903.000300
Sedana Medical 93 1.160000 2594.700000 -388.880000 -13.030000 2983.577733
TOTAL 43617.690000 -1257.890000 -6.52347% 44875.578016

Updated:¶

'2023-06-21 11:06:26.268217'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶